PREVIEW / futures_30min / 2017-02-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-22.parquet
  size:    80 KB
  rows:    3,019

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-02-22 00:00:00	ES	Futures	2576.58	2577.94	2576.3	2577.67	2726.0
2017-02-22 00:30:00	ES	Futures	2577.67	2577.67	2576.3	2576.3	1371.0
2017-02-22 01:00:00	ES	Futures	2576.3	2576.85	2576.3	2576.58	833.0
2017-02-22 01:30:00	ES	Futures	2576.3	2577.12	2576.3	2576.58	651.0
2017-02-22 02:00:00	ES	Futures	2576.85	2577.39	2576.3	2577.12	2339.0
2017-02-22 02:30:00	ES	Futures	2576.85	2577.67	2576.58	2577.12	1600.0
2017-02-22 03:00:00	ES	Futures	2576.85	2579.03	2576.3	2578.48	10022.0
2017-02-22 03:30:00	ES	Futures	2578.76	2578.76	2575.76	2576.03	7816.0
2017-02-22 04:00:00	ES	Futures	2576.03	2576.58	2573.85	2574.67	9213.0
2017-02-22 04:30:00	ES	Futures	2574.39	2575.48	2573.85	2574.67	5492.0
2017-02-22 05:00:00	ES	Futures	2574.39	2575.21	2573.03	2573.03	5803.0
2017-02-22 05:30:00	ES	Futures	2573.03	2573.3	2570.85	2571.67	10061.0
2017-02-22 06:00:00	ES	Futures	2571.94	2573.03	2571.12	2571.39	8218.0
2017-02-22 06:30:00	ES	Futures	2571.39	2572.76	2569.76	2569.76	6561.0
2017-02-22 07:00:00	ES	Futures	2569.76	2571.39	2569.76	2570.57	11038.0
2017-02-22 07:30:00	ES	Futures	2570.85	2571.39	2570.3	2570.3	21917.0
2017-02-22 08:00:00	ES	Futures	2570.3	2572.76	2570.3	2572.48	21086.0
2017-02-22 08:30:00	ES	Futures	2572.48	2572.76	2571.12	2572.48	14106.0
2017-02-22 09:00:00	ES	Futures	2572.48	2573.03	2570.85	2572.48	20654.0
2017-02-22 09:30:00	ES	Futures	2572.76	2574.12	2570.3	2572.48	156152.0
2017-02-22 10:00:00	ES	Futures	2572.21	2576.03	2571.94	2575.48	105221.0
2017-02-22 10:30:00	ES	Futures	2575.76	2578.48	2574.94	2575.48	111941.0
2017-02-22 11:00:00	ES	Futures	2575.21	2575.76	2572.76	2574.94	94654.0
2017-02-22 11:30:00	ES	Futures	2574.67	2575.76	2573.3	2573.57	58891.0
2017-02-22 12:00:00	ES	Futures	2573.3	2575.76	2573.03	2575.21	46578.0
2017-02-22 12:30:00	ES	Futures	2575.21	2576.58	2574.67	2576.3	43817.0
2017-02-22 13:00:00	ES	Futures	2576.58	2577.39	2575.76	2576.85	43541.0
2017-02-22 13:30:00	ES	Futures	2577.12	2577.67	2576.58	2577.12	26788.0
2017-02-22 14:00:00	ES	Futures	2577.39	2577.94	2571.94	2576.58	99704.0
2017-02-22 14:30:00	ES	Futures	2576.3	2576.58	2573.3	2574.39	58922.0
2017-02-22 15:00:00	ES	Futures	2574.67	2576.85	2573.57	2576.58	49645.0
2017-02-22 15:30:00	ES	Futures	2576.58	2577.12	2574.12	2575.48	132228.0
2017-02-22 16:00:00	ES	Futures	2575.76	2576.3	2574.39	2576.03	66258.0
2017-02-22 16:30:00	ES	Futures	2576.03	2577.39	2575.48	2577.39	5873.0
2017-02-22 18:00:00	ES	Futures	2577.12	2577.39	2575.21	2575.21	3037.0
2017-02-22 18:30:00	ES	Futures	2575.21	2576.3	2574.94	2576.3	1038.0
2017-02-22 19:00:00	ES	Futures	2576.3	2576.3	2575.21	2575.76	1379.0
2017-02-22 19:30:00	ES	Futures	2575.76	2575.76	2574.12	2574.39	2442.0
2017-02-22 20:00:00	ES	Futures	2574.39	2574.67	2573.85	2574.12	1728.0
2017-02-22 20:30:00	ES	Futures	2574.12	2575.48	2574.12	2574.67	1466.0
2017-02-22 21:00:00	ES	Futures	2574.67	2575.21	2573.85	2574.39	1493.0
2017-02-22 21:30:00	ES	Futures	2574.39	2574.94	2574.12	2574.94	793.0
2017-02-22 22:00:00	ES	Futures	2574.94	2574.94	2574.39	2574.39	568.0
2017-02-22 22:30:00	ES	Futures	2574.67	2574.94	2574.39	2574.94	479.0
2017-02-22 23:00:00	ES	Futures	2574.67	2575.21	2574.67	2574.94	651.0
2017-02-22 23:30:00	ES	Futures	2574.67	2574.94	2574.12	2574.12	459.0
2017-02-22 00:00:00	NQ	Futures	6383.75	6386.73	6383.75	6386.13	517.0
2017-02-22 00:30:00	NQ	Futures	6386.13	6386.13	6383.15	6383.45	433.0
2017-02-22 01:00:00	NQ	Futures	6383.45	6385.24	6383.15	6384.64	315.0
2017-02-22 01:30:00	NQ	Futures	6384.34	6384.64	6383.45	6383.75	267.0

> showing 50 of 3,019 rows — these rows as CSV

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